COMP <GO>
XLE vs VTI // RETURN ON INVESTED CAPITAL (ROIC)
Energy Select Sector SPDR Fund (NYSE) VS. Vanguard Total Stock Market ETF (NYSE) • 15-METRIC TALLY: XLE 1
— VTI 1
■ METRIC PARITY
LAST: $70.02 (+0.38%) • MKT CAP: $36.00B
roic
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LAST: $371.57 (-0.25%) • MKT CAP: $465.00B
roic
—
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (XLE VS. VTI)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | XLE | VTI | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | — | — | — | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) ACTIVE | — | — | — | TIE | /roic <GO> |
| EV/EBITDA & P/E Valuation | — | — | — | TIE | /valuation <GO> |
| Free Cash Flow Yield | — | — | — | TIE | /fcf-yield <GO> |
| Operating Margin | — | — | — | TIE | /operating-margins <GO> |
| Net Profit Margin | — | — | — | TIE | /net-margins <GO> |
| Revenue Growth (YoY) | — | — | — | TIE | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 1.30% | 1.30% | 0.00 | TIE | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | — | — | — | TIE | /balance-sheet <GO> |
| Piotroski F-Score Quality | — | — | — | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew | — | — | — | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 67.6 | 41.1 | +26.50 | XLE | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | — | — | — | TIE | /macro-sensitivity <GO> |
| Forward P/E Multiple | — | — | — | TIE | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $36.00B | $465.00B | -$429.00B | VTI | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | XLE REV | VTI REV | XLE GROSS % | VTI GROSS % | XLE FCF | VTI FCF |
|---|---|---|---|---|---|---|
| INSPECT INDIVIDUAL XBRL MODELS AT XLE FA <GO> AND VTI FA <GO>. | ||||||
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
XLE // BETA —
VTI // BETA —